Hi R-users,
I'm having some problems in using the Hmisc package.
I'm estimating a cox ph model and want to test whether the drop in
concordance index due to omitting one covariate is significant. I think (but
I'm not sure) here are two ways to do that:
1) predict two cox model (the full model and model without the covariate of
interest) and estimate the concordance index (i.e. area under the ROC curve)
with rcorr.cens for both models, then compute the difference
2) predict the two cox models and estimate directly the difference between
the two c-indices using rcorrp.cens. But it seems that the rcorrp.cens gives
me the drop of Dxy index.
Do you have any hint?
Thanks
Stefano
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